+149.9%
XLE vs OWL
-27.6%
+177.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -12.0% | -4.9% | -7.1% | -11.3% |
| 30D | -2.7% | +7.8% | -10.5% | -4.2% |
| 3M | +6.6% | -12.7% | +19.2% | +8.4% |
| 6M | +9.5% | -2.8% | +12.3% | +8.6% |
| YTD | +40.6% | -30.1% | +70.6% | +48.5% |
| 1Y | +43.6% | -29.1% | +72.7% | +50.9% |
| 3Y | +58.1% | -12.3% | +70.4% | +55.0% |
| All | +149.9% | -27.6% | +177.5% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling